rename pkg --> aggexp

[aggexp.git] / pkg / src / ew.predict_noNA.c

diff --git a/pkg/src/ew.predict_noNA.c b/pkg/src/ew.predict_noNA.c
deleted file mode 100644 (file)
index 33e3b8b..0000000
--- a/pkg/src/ew.predict_noNA.c
+++ /dev/null
@@ -1,69 +0,0 @@
-#include <math.h>
-#include <stdlib.h>
-
-void ew_predict_noNA(double* X, double* Y, int* n_, int* K_, double* alpha_, int* grad_, double* weight)
-{
-       int K = *K_;
-       int n = *n_;
-       double alpha = *alpha_;
-       int grad = *grad_;
-
-       //at least two experts to combine: various inits
-       double invMaxError = 1. / 50; //TODO: magic number
-       double logK = log(K);
-       double initWeight = 1. / K;
-       for (int i=0; i<K; i++)
-               weight[i] = initWeight;
-       double* error = (double*)malloc(K*sizeof(double));
-       double* cumError = (double*)calloc(K, sizeof(double));
-
-       //start main loop
-       for (int t=0; t<n; t++ < n)
-       {
-               if (grad)
-               {
-                       double hatY = 0.;
-                       for (int i=0; i<K; i++)
-                               hatY += X[t*K+i] * weight[i];
-                       for (int i=0; i<K; i++)
-                               error[i] = 2. * (hatY - Y[t]) * X[t*K+i];
-               }
-               else
-               {
-                       for (int i=0; i<K; i++)
-                       {
-                               double delta = X[t*K+i] - Y[t];
-                               error[i] = delta * delta;
-/*                             if ((X[t*K+i] <= 30 && Y[t] > 30) || (X[t*K+i] > 30 && Y[t] <= 30))
-                                       error[i] = 1.0;
-                               else
-                                       error[i] = 0.0;
-*/
-                       }
-               }
-               for (int i=0; i<K; i++)
-                       cumError[i] += error[i];
-
-               if (t < n-1 && !grad)
-               {
-                       //weight update is useless
-                       continue;
-               }
-
-               //double eta = invMaxError * sqrt(8*logK/(t+1)); //TODO: good formula ?
-               double eta = invMaxError * 1. / (t+1); //TODO: good formula ?
-               for (int i=0; i<K; i++)
-                       weight[i] = exp(-eta * cumError[i]);
-               double sumWeight = 0.0;
-               for (int i=0; i<K; i++)
-                       sumWeight += weight[i];
-               for (int i=0; i<K; i++)
-                       weight[i] /= sumWeight;
-               //redistribute weights if alpha > 0 (all weights are 0 or more, sum > 0)
-               for (int i=0; i<K; i++)
-                       weight[i] = (1. - alpha) * weight[i] + alpha/K;
-       }
-
-       free(error);
-       free(cumError);
-}